-70.9%
USO vs MCO
+731.6%
-802.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.9% |
| 7D | +11.5% | -7.3% | +18.8% | +13.2% |
| 30D | +24.1% | -1.7% | +25.8% | +24.3% |
| 3M | +17.9% | +3.9% | +14.0% | +16.2% |
| 6M | +49.6% | +3.8% | +45.8% | +46.8% |
| YTD | +129.0% | -7.9% | +136.9% | +129.9% |
| 1Y | +112.0% | -6.8% | +118.8% | +111.7% |
| 3Y | +102.3% | +40.9% | +61.3% | +79.9% |
| 5Y | +224.5% | +27.5% | +197.1% | +190.5% |
| 10Y | +86.9% | +381.4% | -294.5% | +20.6% |
| All | -70.9% | +731.6% | -802.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling